Approximating and Simulating Multivalued Stochastic Differential Equations (Q4652911)
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scientific article; zbMATH DE number 2139553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating and Simulating Multivalued Stochastic Differential Equations |
scientific article; zbMATH DE number 2139553 |
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Approximating and Simulating Multivalued Stochastic Differential Equations (English)
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28 February 2005
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simulation
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semi-implicit schemes
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numerical examples
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Bessel processes
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convergence
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singular stochastic differential equations
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